Re: racd installation

1. You've switched from a topic related to racd to one relating to rmgarch.
Please start a new thread with an appropriate title (i.e. rmgarch in title).

2. I know that this list may have shrunk over time, but I am not the
only person on it.
Please address the question to the group, not me personally.

3. I recently added a dispatch function function for gogarchsim to accept
goGARCHfilter as well as goGARCHfit classes. This will allow easier
fitting,
filtering with new data, and then simulating the n-ahead predictive
density.
When I find time I will add some examples and clean up the warnings.

Re: racd installation

Hi,
Thank you Alexios for fixing the installation error.
I successfully installed the racd package. However, in the estimation I
cannot use the solver "msucminf" and "mssolnp" although the solver "msoptim"
and "uncminf"; "solnp" itself (without multi start strategy) still work.
The error message is follow:
---
Error in xsol[[best]] : no such index at level 3
Calls: acdfit -> acdfit -> .acdfit -> .acdsolver -> .msucminfsolver
Execution halted
---
How is that error?

1. You've switched from a topic related to racd to one relating to rmgarch.
Please start a new thread with an appropriate title (i.e. rmgarch in title).

2. I know that this list may have shrunk over time, but I am not the only
person on it.
Please address the question to the group, not me personally.

3. I recently added a dispatch function function for gogarchsim to accept
goGARCHfilter as well as goGARCHfit classes. This will allow easier fitting,
filtering with new data, and then simulating the n-ahead predictive density.
When I find time I will add some examples and clean up the warnings.